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NPMMTradingStrategy

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This project implements a financial trading strategy in Julia which nowcast local highs and lows to create trading signals, comparing stable rule set classifiers and gradient boosted tree models for trading performance.

feature-engineeringfinancial-machine-learningfinancial-modelingjuliamachine-learningpythontime-series-analysis
Creat：2023-09-02T03:09:20
Update：2025-02-25T16:06:47
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